Anic Equity¶

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Total return since start: 0.603 %¶

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Equity now: -----------------------------> 48953.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42269.87 Kr¶

PnL: ---------------------------------------> -163.41 Kr¶

DD now: ---------------------------------> -7.844 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:09:41.213562'

Anic Portfolio¶

Today¶

Return: -0.709 %¶

This Week¶

Return: -0.709 %¶

Total portfolio value¶

Return including deposits: 60.261 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.400000 1659.960000 192.420000 13.110000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.790000 2056.500000 18.900000 0.930000 2037.600000
BioGaia B 8 1.550000 942.400000 14.400000 1.550000 928.000000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
JM 6 1.250000 873.000000 10.800000 1.250000 862.200000
Catena 2 1.220000 799.200000 9.600000 1.220000 789.600000
Sagax B 4 0.990000 860.400000 8.400000 0.990000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.750000 940.000000 7.000000 0.750000 933.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
ASSA ABLOY B 3 0.540000 781.200000 4.200000 0.540000 777.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
EQT 4 0.100000 830.400000 0.800000 0.100000 829.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
SKF B 5 -0.320000 935.000000 -3.000000 -0.320000 938.000000
Hexatronic Group 12 -0.400000 960.720000 -3.840000 -0.400000 964.560000
Byggmax Group 33 -0.550000 949.080000 -5.280000 -0.550000 954.360000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Addnode Group B 11 -2.750000 893.200000 -25.300000 -2.750000 918.500000
Latour B 4 -3.370000 826.400000 -28.800000 -3.370000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Indutrade 5 -2.880000 1179.500000 -35.000000 -2.880000 1214.500000
Hexagon B 26 -1.280000 3407.300000 -44.200000 -1.280000 3451.500000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
Bufab 3 -4.990000 1051.200000 -55.200000 -4.990000 1106.400000
BHG Group 97 -4.930000 1384.190000 -70.810000 -4.870000 1455.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42259.750000 -173.530000 -7.86431% 42433.280000

Updated:¶

'2023-07-03 13:07:52.930109'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶